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re: Re: st: Exogeneity Test for Tobit in STATA
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
re: Re: st: Exogeneity Test for Tobit in STATA
Date
Fri, 13 Jan 2012 11:29:24 -0500
<>
Austin said
Pattarawan Watcharaanantapong <[email protected]>:
You might want to look at
http://stata.com/meeting/boston10/boston10_nichols.pdf
and try out some examples in the -gmm- manual entry that are analogous
to examples for -ivregress-.
There is no simple advice on choosing a good instrument; it requires
good institutional knowledge and good econometric intuition.
Agreed, but more specifically to the question Pattarawan might want to find it overid (SSC: Baum, Schaffer, Stillman & Wiggins)
And it is spelled Stata, not STATA, unless you're shouting.
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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